Unfortunately, this means that your game (or console) is defective. If you badly want to play it, you could try replacing the game, or if this occurs with all disc...
You have to run IExpress as Administrator. Press the Windows key, then type IExpress. After that, right click on IExpress and select "Run as Administrator."
Yep. You need PS Plus. I recommend you just stick to single player unless you have a lot of other online multiplayer games that would make the purchase worthwhile to...